Revert "Merge pull request #4 from rhandal-pfn/merton_jump_martingale"

This reverts commit b41e745, reversing changes made to 303e03a. remove kou's model from this PR
pfnet-research · Aug 27, 2024 · 17e5101 · 17e5101
1 parent b41e745
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diff --git a/pfhedge/instruments/__init__.py b/pfhedge/instruments/__init__.py
@@ -15,7 +15,6 @@
 from .primary.brownian import BrownianStock  # NOQA
 from .primary.cir import CIRRate  # NOQA
 from .primary.heston import HestonStock  # NOQA
-from .primary.kou_jump import KouJumpStock  # noqa: F401
 from .primary.local_volatility import LocalVolatilityStock  # NOQA
 from .primary.merton_jump import MertonJumpStock  # NOQA
 from .primary.rough_bergomi import RoughBergomiStock  # NOQA

diff --git a/pfhedge/instruments/primary/kou_jump.py b/pfhedge/instruments/primary/kou_jump.py
diff --git a/pfhedge/stochastic/__init__.py b/pfhedge/stochastic/__init__.py
@@ -2,7 +2,6 @@
 from .brownian import generate_geometric_brownian  # NOQA
 from .cir import generate_cir  # NOQA
 from .heston import generate_heston  # NOQA
-from .kou_jump import generate_kou_jump  # noqa: F401
 from .local_volatility import generate_local_volatility_process  # NOQA
 from .merton_jump import generate_merton_jump  # NOQA
 from .random import randn_antithetic  # NOQA

diff --git a/pfhedge/stochastic/kou_jump.py b/pfhedge/stochastic/kou_jump.py